Standard and poor’s 500 call option: pricing e backtesting
Oliva, Antonio (A.A. 2014/2015) Standard and poor’s 500 call option: pricing e backtesting. Tesi di Laurea in Financial and credit derivatives, LUISS Guido Carli, relatore Federico Calogero Nucera, pp. 92. [Master's Degree Thesis]
|
PDF (Full text)
Download (3MB) | Preview |
Abstract/Index
Modelli. Dalla teoria alla pratica. Risultati numerici.
References
Bibliografia: pp. 90-92.
| Thesis Type: | Master's Degree Thesis |
|---|---|
| Institution: | LUISS Guido Carli |
| Degree Program: | Master's Degree Programs > Master's Degree Program in Economics and Finance (LM-56) |
| Chair: | Financial and credit derivatives |
| Thesis Supervisor: | Nucera, Federico Calogero |
| Thesis Co-Supervisor: | Curcio, Domenico |
| Academic Year: | 2014/2015 |
| Session: | Extraordinary |
| Deposited by: | Alessandro Perfetti |
| Date Deposited: | 23 Jun 2016 10:26 |
| Last Modified: | 23 Jun 2016 10:26 |
| URI: | https://tesi.luiss.it/id/eprint/16439 |
Downloads
Downloads per month over past year
Repository Staff Only
 |
View Item |
